CME Euro FX (E) Future September 2018

Trading Metrics calculated at close of trading on 18-May-2018

Day Change Summary
	Previous	Current
	17-May-2018	18-May-2018	Change	Change %	Previous Week
Open	1.1920	1.1898	-0.0022	-0.2%	1.2058
High	1.1943	1.1928	-0.0015	-0.1%	1.2108
Low	1.1886	1.1859	-0.0028	-0.2%	1.1859
Close	1.1906	1.1881	-0.0025	-0.2%	1.1881
Range	0.0057	0.0070	0.0013	23.0%	0.0250
ATR	0.0079	0.0078	-0.0001	-0.8%	0.0000
Volume	1,759	1,384	-375	-21.3%	13,250

Daily Pivots for day following 18-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2098	1.2059	1.1919
R3	1.2028	1.1989	1.1900
R2	1.1959	1.1959	1.1894
R1	1.1920	1.1920	1.1887	1.1905
PP	1.1889	1.1889	1.1889	1.1882
S1	1.1850	1.1850	1.1875	1.1835
S2	1.1820	1.1820	1.1868
S3	1.1750	1.1781	1.1862
S4	1.1681	1.1711	1.1843

Weekly Pivots for week ending 18-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2698	1.2539	1.2018
R3	1.2448	1.2289	1.1950
R2	1.2199	1.2199	1.1927
R1	1.2040	1.2040	1.1904	1.1995
PP	1.1949	1.1949	1.1949	1.1927
S1	1.1790	1.1790	1.1858	1.1745
S2	1.1700	1.1700	1.1835
S3	1.1450	1.1541	1.1812
S4	1.1201	1.1291	1.1744

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2108	1.1859	0.0250	2.1%	0.0080	0.7%	9%	False	True	2,650
10	1.2108	1.1859	0.0250	2.1%	0.0080	0.7%	9%	False	True	1,876
20	1.2427	1.1859	0.0568	4.8%	0.0080	0.7%	4%	False	True	1,508
40	1.2639	1.1859	0.0781	6.6%	0.0074	0.6%	3%	False	True	915

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2223
2.618	1.2110
1.618	1.2040
1.000	1.1998
0.618	1.1971
HIGH	1.1928
0.618	1.1901
0.500	1.1893
0.382	1.1885
LOW	1.1859
0.618	1.1816
1.000	1.1789
1.618	1.1746
2.618	1.1677
4.250	1.1563

Fisher Pivots for day following 18-May-2018
Pivot	1 day	3 day
R1	1.1893	1.1912
PP	1.1889	1.1902
S1	1.1885	1.1891

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols